Inverse-leveraged-ETFs-aren-t-generating-buy-sell-signals-from-2016-and-earlier

To simplify it, here's a coded versions of the building block stuff.

CODE:

using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Data;
using WealthLab.Indicators;
using System.Collections.Generic;
using WealthLab.TASC;
using finantic.Indicators;


namespace WealthScript3 
{
    public class MyStrategy : UserStrategyBase
    {
       public MyStrategy() : base()
        {
         AddParameter("Buy ConsDown", ParameterType.Double, 6, 1, 10, 1);
         AddParameter("Buy StochK", ParameterType.Double, 45, 5, 100, 2);

            StartIndex = 36;
        }

        public override void Initialize(BarHistory bars)
        {
         indicator = new ConsecDown(bars.Low,6);
         PlotIndicator(indicator,new WLColor(0,0,0));
         indicator1 = bars.High;
         indicator2 = new MHLMA(bars,11,32,WhichMA.EMA);
         PlotIndicator(indicator2,new WLColor(0,0,255));
         indicator12 = bars.Open;
         indicator22 = new ASEMA2(bars.Close,5,10);
         PlotIndicator(indicator22,new WLColor(255,0,0));
         indicator13 = bars.Close;
         indicator23 = bars.Volume;
         externalSymbol = GetHistory(bars, "QQQ");
         indicator3 = new StochK(externalSymbol,11);
         PlotIndicator(indicator3,new WLColor(0,128,0),default,default,"QQQPane");
         indicator14 = bars.High;
         indicator24 = new MABandUpper(bars.Open,27,10,0.88);
         PlotIndicator(indicator24,new WLColor(255,165,0));
         indicator15 = bars.Volume;
         indicator25 = new MHLMA(bars,11,36,WhichMA.SMA);
         PlotIndicator(indicator25,new WLColor(128,128,0));

        }

        public override void Execute(BarHistory bars, int idx)
        {
         int index = idx;
         Position foundPosition0 = FindOpenPosition(0);
         bool condition0;
         if (foundPosition0 == null)
         {
            condition0 = false;
            {
               if (indicator[index] >= Parameters[0].AsDouble)
               {
                  if (index - 2 >= 0 && indicator1[index] < indicator2[index - 2])
                  {
                     if (index - 1 >= 0 && indicator12[index] < indicator22[index - 1])
                     {
                        if (index - 1 >= 0 && indicator13[index] < indicator23[index - 1])
                        {
                           if (indicator3[index] > Parameters[1].AsDouble)

                           {
                              condition0 = true;
                           }
                        }
                     }
                  }
               }
            }
            if (condition0)
            {
               _transaction = PlaceTrade(bars, TransactionType.Buy, OrderType.Market, 0, 0, "Buy At Market (1)");
            }
         }
         else
         {
            condition0 = false;
            {
               if (index - 4 >= 0 && indicator14[index] < indicator24[index - 4])
               {
                  if (index - 3 >= 0 && indicator15[index] > indicator25[index - 3])
                  {
                     condition0 = true;
                  }
               }
            }
            if (condition0)
            {
               Backtester.CancelationCode = 266242;
               ClosePosition(foundPosition0, OrderType.Market, 0, "Sell At Market (1)");
            }
         }

        }

        public override void NewWFOInterval(BarHistory bars)
        {
         indicator = new ConsecDown(bars.Low,6);
         indicator1 = bars.High;
         indicator2 = new MHLMA(bars,11,32,WhichMA.EMA);
         indicator12 = bars.Open;
         indicator22 = new ASEMA2(bars.Close,5,10);
         indicator13 = bars.Close;
         indicator23 = bars.Volume;
         externalSymbol = GetHistory(bars, "QQQ");
         indicator3 = new StochK(externalSymbol,11);
         indicator14 = bars.High;
         indicator24 = new MABandUpper(bars.Open,27,10,0.88);
         indicator15 = bars.Volume;
         indicator25 = new MHLMA(bars,11,36,WhichMA.SMA);

        }

      private IndicatorBase indicator;
      private TimeSeries indicator1;
      private IndicatorBase indicator2;
      private TimeSeries indicator12;
      private IndicatorBase indicator22;
      private TimeSeries indicator13;
      private TimeSeries indicator23;
      private IndicatorBase indicator3;
      private BarHistory externalSymbol;
      private TimeSeries indicator14;
      private IndicatorBase indicator24;
      private TimeSeries indicator15;
      private IndicatorBase indicator25;

      private Transaction _transaction;
    }
}

Have you tried disabling the conditions one by one and rerunning the strategy to find out a clue?

Thanks for your advice @Cone and @Eugene.

The decisive factor was the volume in relation to the price. From August 2016, the volume tripled and ran up to 20k-30k, while the price simultaneously fell into this range. Previously, this was not the case, so the rule "Close is less than Volume 1 bar a go" is decisive.

With a little common sense, I find this mindless rule almost as superfluous as a refrigerator in the Arctic...